16.18. Suppose that a futures price is currently 30. The risk-free interest rate is 5% per annum....
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16.18. Suppose that a futures price is currently 30. The risk-free interest rate is 5% per annum.
A three-month American futures call option with a strike price of 28 is worth 4. Calculate bounds for the price of a three-month American futures put option with a strike price of 28.
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